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NEW QUESTION: 1
In which of these implement phase service components do you address the support and handoff process?
A. Detailed Design Development
B. Post-Implementation Support Handoff Meeting
C. Staff Training
D. Staging and System Migration
Answer: B
NEW QUESTION: 2
A. Option C
B. Option A
C. Option B
D. Option D
Answer: A
NEW QUESTION: 3
Mary Thomas works for Kershaw-Ross, a large investment bank located in London. Kershaw-Ross provides advice to portfolio managers, securities dealers, and hedge funds. Jack Bentley is Thomas assistant.
Washington Capital Management, one of Thomas' clients, has a $5 million position in fixed-rate U.S.
Treasury bonds. The firm would like to hedge this position using calls on Treasury bonds. The calls each cover $100,000 par value of bonds, have a delta of 0.4, and are out-of-the-money. To hedge this position, Thomas recommends that Washington Capital Management calculate the delta for the call options written on these Treasury bonds.
Later that week, Thomas discusses the particulars of option hedges with Francis Steele, Vice President at Washington Capital Management. Thomas describes how using gamma, the change in delta relative to the change in the underlying asset price, can increase the precision of the hedge. She states that this would be particularly true if the bond portfolio used calls that were at-the-money. Bentley adds that given the uncertainty surrounding U.S. Federal Reserve monetary policy, Kershaw-Ross has been advising clients to carefully monitor their bond positions for price changes. Bentley states that in Washington Capital Management's case, if the price of the underlying bond increases by 1% due to a yield curve shift, the calf hedge should be decreased because delta would have increased.
Thomas is analyzing the portfolio for one of his investors, Canopy Managers. Last year the portfolio had a market value of $4,881,000 and a dollar duration of $157,200. The current figures for the portfolio are provided below:
Canopy would like to alter the current dollar duration of the portfolio to last year's duration, and they would like to do so with the least amount of cash possible and a controlling position in one of the bonds.
Canopy Managers has also contracted to take out a 9-month loan for $5 million in three months at LIBOR.
Canopy's chief financial officer has become concerned that interest rates might increase and has asked Thomas to investigate the possibility of hedging the position with a forward rate agreement. Thomas finds a forward rate agreement is available with the same maturity as Canopy's loan at a rate of 4.40%. The risk free rate is 3.8% and LIBOR is projected to be 4.60% at the inception of the loan.
The next week, Thomas and Bentley visit the headquarters of Capital Pension Management, one of Kershaw-Ross's largest clients. Capital is using contingent immunization to immunize a liability, but management is concerned about a possible rise in interest rates. Thomas states that if she were to recommend the most effective strategy to Capital, she would recommend that they use bonds with high yields because immunization will be cheaper. Bentley interjects that the risk from nonparallel shifts in the yield curve can be minimized by concentrating the cash flows around the horizon date.
Due to their tremendous success, Kershaw-Ross has outgrown their current headquarters and is going to expand their current building. Thomas's team has been charged with securing financing tor the renovations. They currently are considering a remodeling and addition that would cost approximately
£5,000,000.
Thomas has secured the financing necessary for the renovations at a floating interest rate of LIBOR plus
150 basis points, with payments made quarterly over three years. Thomas believes that Kershaw-Ross should be able to complete the renovation of the building and close on the loan in one year. She is concerned, however, that interest rates will increase in the interim and has obtained a swaption to hedge the loan. She states that Kershaw-Ross should use a payer swaption to hedge the loan. Bentley evaluates the forecasts for future swap fixed rates as well as the current terms of various swaptions, which are provided below:
Fixed rate for a 1 -year payer swaption = 8.50%
Fixed rate for a 1-year receiver swaption = 8.60%
Projected swap fixed rate in one year = 9.30%
Fixed rate for a 4-year payer swaption - 9.40%
Fixed rate for a 4-year receiver swaption = 9.70%
Projected swap fixed rate in four years = 9.80%
Assuming that their interest rate forecast is correct and they use the appropriate hedge, calculate Kershaw-Ross's first quarterly payment on the building expansion loan.
A. £125,000.
B. £126,250.
C. £136,250.
Answer: A
Explanation:
Explanation/Reference:
Explanation:
If LIBOR does increase, che cost of Kershaw Ross's floating race loan will increase. In this case che firm wili wane co pay a fixed rare and receive a floating race in a swap. The payer swapcion will allow them co pay a predetermined, lower fixed race in a swap.
If interest rates increase and the fixed rate on swaps in one year (projected at 9.3%) exceeds the swaption fixed rate, the firm will exercise che swaption and pay 8.5%. They receive LfBOR from che swaption and pay in total 8.5% + 1.5% = 10% in the swap and the loan. The firm's first quar-tcrly payment in net will be:
10% x £5,000,000 x 90 / 360 = £125.000.
Note chat if swap fixed rates are less than 8.5% in one year, che firm would nor exercise the swap-cion.
The firm could either (a) enter a swap ac that time and pay the lower fixed rate or (b) not enter a swap and just pay the Moating rate in the loan. (Study Session 15, LOS 44.h)
NEW QUESTION: 4
それぞれに20のプロセッサコアと64 GBのRAMを持つ3つのHyper-Vホストがあります。 次の表に示すように、9台の仮想マシンがホストに展開されます。
仮想マシンを使用して、2ノードのExchange Server 2016データベース可用性グループ（DAG）を展開する予定です。 各ノードには、12個のプロセッサコアと24 GBのメモリが搭載されています。
既存のサーバーを展開用に使用できるかどうか、または追加のサーバーを購入する必要があるかどうかを評価しています。
Exchangeサーバーを配置する場所を推奨する必要があります。 ソリューションはコストを最小限に抑える必要があります。
目標を達成するための最良の推奨は何ですか？ 複数の回答選択肢が目標を達成するかもしれない。 ベストアンサーを選択します。
A. Host1上の1つのExchangeサーバーとHost2上の1つのExchangeサーバー。
B. Host1上の1つのExchangeサーバーとHost3上の1つのExchangeサーバー。
C. Host1上の両方のExchangeサーバー。
D. Host2上の1つのExchangeサーバーとHost3上の1つのExchangeサーバー。
E. 新しいHyper-Vホスト上の1台のExchangeサーバーと1台のExchangeサーバー。
Answer: E
Explanation:
Explanation
First, look at the CPU requirements for Exchange 2016.
"Exchange supports a virtual processor-to-logical processor ratio no greater than 2:1, although we recommend a ratio of 1:1. For example, a dual processor system using quad core processors contains a total of 8 logical processors in the host system. On a system with this configuration, don't allocate more than a total of 16 virtual processors to all guest virtual machines combined." Furthermore, the host operating system also needs 2 processors.
source: https://technet.microsoft.com/en-us/library/jj619301(v=exchg.160).aspx Host 1 uses 12 out of 20 cores Host 2 uses 20 out of 20 cores Host 3 uses 32 out of 20 cores You need 12 cores, so Host 3 lacks the resources.
This leaves hosts 1 and 2.
Now, let's look to the memory requirements:
"...using dynamic memory or memory overcommit features for Exchange isn't supported." source: https://technet.microsoft.com/en-us/library/jj619301(v=exchg.160).aspx Host 1 uses 20 out of 64 GB Host 2 uses 48 out of 64 GB Host 3 uses 44 out of 64 GB You need 24 GB for each VM.
Only host 1 has the resources for it.
It is not recommended to put both VM's on one host.
So, the answer should be: A.